+224.3%
GLD vs HUT
+422.3%
-198.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.0% |
| 7D | -0.5% | +17.8% | -18.3% | -0.8% |
| 30D | +4.4% | +0.8% | +3.6% | +4.3% |
| 3M | -1.1% | -26.8% | +25.7% | -0.8% |
| 6M | -13.8% | +72.6% | -86.3% | -14.8% |
| YTD | +2.6% | +103.6% | -101.0% | +1.2% |
| 1Y | +24.5% | +265.3% | -240.8% | +21.8% |
| 3Y | +125.8% | +689.4% | -563.6% | +116.9% |
| 5Y | +137.8% | +75.3% | +62.5% | +128.5% |
| All | +224.3% | +422.3% | -198.0% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling